First-passage probability, jump models, and intra-horizon risk
| Year of publication: |
2010
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|---|---|
| Authors: | Stormont, Melissa ; Reinke, Wendy M. ; Herman, Keith C. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 95.2010, 1 (1.1.), p. 20-41
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